Publications in collaboration with researchers from Brunel University London (3)

2024

  1. Persistence in the Realized Betas: Some Evidence from the Stock Market

    Journal of Risk and Financial Management, Vol. 17, Núm. 4

2022

  1. Non-linearities and persistence in US long-run interest rates

    Applied Economics Letters, Vol. 29, Núm. 4, pp. 366-370

2021

  1. Persistence in the market risk premium: evidence across countries

    Journal of Economics and Finance, Vol. 45, Núm. 3, pp. 413-427